Tour v531
NVAX
NOVAVAX INC
$10.08 -3.72%
$10.04 (-0.40%)🌙
as of 10/30 06:07 PM
◀ 10/30 18:07 ▶

Option Volume

Detail
ℹ
Current (10/30) 4,891
Calls: 4,244 (87%)
Puts: 647 (13%)
Prior (10/29) 8,129
Calls: 6,753 (83%)
Puts: 1,376 (17%)
Current vs Prior -39.83%
Calls: -37.15% (Calls)
Puts: -52.98% (Puts)
Prior 7-Day Total 81,284
Calls: 69,494 (85%)
Puts: 11,790 (15%)
Prior 7-Day Average 11,612
Calls: 9,927 (85%)
Puts: 1,684 (15%)
Current vs Prior 7-Day Avg -57.88%
Calls: -57.25%
Puts: -61.59%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/30) $370.4K
Calls: $332.6K (90%)
Puts: $37.8K (10%)
Prior (10/29) $555.0K
Calls: $441.7K (80%)
Puts: $113.3K (20%)
Current vs Prior -33.25%
Calls: -24.70%
Puts: -66.59%
Prior 7-Day Total $6.82M
Calls: $5.96M (87%)
Puts: $865.3K (13%)
Prior 7-Day Average $974.9K
Calls: $851.3K (87%)
Puts: $123.6K (13%)
Current vs Prior 7-Day Avg -62.00%
Calls: -60.93%
Puts: -69.38%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/30) 0.15
Prior (10/29) 0.20
Current vs Prior -25.18%
Prior 7-Day Average 0.21
Current vs Prior 7-Day Avg -26.11%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/30) 271,685
Calls: 177,881 (65%)
Puts: 93,804 (35%)
Prior (10/29) 269,511
Calls: 176,750 (66%)
Puts: 92,761 (34%)
Current vs Prior +0.81%
Prior 7-Day Total 1,734,237
Calls: 1,149,938 (66%)
Puts: 584,299 (34%)
Prior 7-Day Average 247,748
Calls: 164,276 (66%)
Puts: 83,471 (34%)
Current vs Prior 7-Day Avg +9.66%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 4.37% | 18.15%20.44% | 24.60%
Prior 6.30% | 16.91%20.53% | 23.88%
Current vs Prior +188.00% | +17.37%-0.48% | +3.04%
Prior 7-Day Avg 9.02% | 16.24%22.32% | 24.93%
Current vs 7-Day Avg +101.36% | +22.19%-8.45% | -1.29%
Prior 7-Day Eod 6.30% | 16.91%20.53% | 23.88%
Current vs 7-Day Eod +188.00% | +17.37%-0.48% | +3.04%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 30.70% | 64.59%
Calls: 20.83% | 29.17%
Puts: 40.58% | 100.00%
Prior 30.70% | 64.59%
Calls: 20.83% | 29.17%
Puts: 40.58% | 100.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 30.70% | 64.59%
Calls: 20.83% | 29.17%
Puts: 40.58% | 100.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($332.6K) vs puts ($37.8K). Extreme bullish P/C ratio of 0.15 - heavy call buying (4,244 calls vs 647 puts). P/C ratio dropping 25% - sentiment shifting bullish. Call-heavy open interest (177,881 calls vs 93,804 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
⏰ Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
⚡ Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 32 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Oct 300.363.40$1.88161.7%31.003
$9.50Oct 300.281.04$0.66115.2%391.00182
$9.00Oct 300.911.37$1.1440.4%40.8540
$9.00Nov 130.762.00$1.3889.9%--0.7673
$9.00Nov 201.262.11$1.6950.3%--0.72619
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 301.042.26$1.6573.9%20.98150
$11.50Oct 300.133.25$1.69184.6%--0.9789
$11.00Oct 300.001.25$0.63198.4%--0.97133
$10.50Oct 300.000.65$0.33197.0%170.951.1K
$12.00Nov 130.483.05$1.77145.2%--0.8676

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 2.8K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 300.000.01$0.01100.0%1.0K0.042.3K
$10.00Oct 300.050.17$0.11109.1%4210.511.3K
$11.00Oct 300.000.01$0.01100.0%2780.03693
$10.00Nov 60.590.99$0.7950.6%1370.55140
$10.50Nov 60.400.61$0.5141.2%1340.43845
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Nov 200.310.57$0.4459.1%770.28126
$9.50Oct 300.000.01$0.01100.0%760.041.7K
$10.00Nov 60.520.93$0.7356.2%690.4520
$10.50Dec 40.891.51$1.2051.7%640.49--
$10.00Oct 300.010.25$0.13184.6%560.52255

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 488.5%, max 785.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Oct 30Dec 4382.2%86.8%340.2%4211.3K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Oct 30Nov 271500.6%169.5%785.1%6320
$10.00Oct 30Dec 4382.2%86.8%340.2%66255

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 0.67, avg 1.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.50$10.00Nov 6$0.18$0.32$0.1867%1.78$9.68
$10.50$11.00Nov 13$0.12$0.38$0.1248%3.17$10.62
$9.50$10.00Nov 20$0.24$0.26$0.2465%1.08$9.74
$10.00$10.50Nov 13$0.21$0.29$0.2158%1.38$10.21
$10.50$12.00Nov 27$0.50$1.00$0.5050%2.00$11.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$10.50Oct 30$0.30$0.20$0.3097%0.67$10.70
$10.50$10.00Oct 30$0.20$0.30$0.2095%1.50$10.30
$12.00$11.00Nov 6$0.62$0.38$0.6281%0.61$11.38
$11.00$10.50Nov 6$0.19$0.31$0.1964%1.63$10.81
$12.00$11.50Nov 20$0.26$0.24$0.2671%0.92$11.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 2.33, avg 0.76)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.50$11.00Nov 20$0.34$0.34$0.1651%2.12$10.84
$11.00$11.50Nov 13$0.26$0.26$0.2460%1.08$11.26
$11.50$12.00Nov 13$0.12$0.12$0.3872%0.32$11.62
$11.00$11.50Nov 6$0.16$0.16$0.3464%0.47$11.16
$10.50$12.00Nov 27$0.50$0.50$1.0050%0.50$11.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.50Nov 6$0.35$0.35$0.1555%2.33$9.65
$10.00$9.50Nov 20$0.34$0.34$0.1655%2.12$9.66
$9.00$8.50Oct 30$0.10$0.10$0.4084%0.25$8.90
$9.00$8.50Nov 6$0.15$0.15$0.3577%0.43$8.85
$10.00$9.50Oct 30$0.12$0.12$0.3848%0.32$9.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.64, cheapest $0.60)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Oct 30Nov 6$0.68382.2%136.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Oct 30Nov 6$0.60382.2%136.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 2.38% of stock, avg 15.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.00Oct 30$0.11$0.13$0.24$9.76$10.242.38%
$10.50Oct 30$0.01$0.33$0.34$10.16$10.843.37%
$11.00Oct 30$0.01$0.63$0.64$10.36$11.646.35%
$9.50Oct 30$0.66$0.01$0.67$8.83$10.176.65%
$9.50Nov 6$0.97$0.38$1.35$8.15$10.8513.39%
$10.00Nov 6$0.79$0.73$1.52$8.48$11.5215.08%
$10.50Nov 6$0.51$1.04$1.55$8.95$12.0515.38%
$10.00Nov 13$0.87$0.68$1.55$8.45$11.5515.38%
$11.00Nov 6$0.43$1.23$1.66$9.34$12.6616.47%
$9.50Nov 20$1.19$0.54$1.73$7.77$11.2317.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 56 found (cheapest 2.88% of stock, avg 9.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$8.50Nov 6$0.18$0.11$0.29$8.21$12.29
$12.00$8.50Nov 13$0.16$0.24$0.40$8.10$12.40
$11.50$8.50Nov 6$0.27$0.11$0.38$8.12$11.88
$12.00$9.00Nov 6$0.18$0.26$0.44$8.56$12.44
$11.50$9.00Nov 6$0.27$0.26$0.53$8.47$12.03
$12.00$9.00Nov 13$0.16$0.37$0.53$8.47$12.53
$11.50$8.50Nov 13$0.28$0.24$0.52$7.98$12.02
$12.00$9.50Nov 6$0.18$0.38$0.56$8.94$12.56
$11.50$9.00Nov 13$0.28$0.37$0.65$8.35$12.15
$11.50$9.50Nov 6$0.27$0.38$0.65$8.85$12.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.00, avg credit $0.25)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
8/912/12Nov 13$0.25$0.2547%1.00$8.75$11.75
9/1012/12Nov 13$0.25$0.2538%1.00$9.25$11.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 5.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Oct 30$0.10$0.4049%4.00
$9.50$10.00$10.50Oct 30$0.45$0.0596%0.11
$11.00$11.50$12.00Nov 6$0.07$0.4317%6.14
$10.00$10.50$11.00Nov 13$0.09$0.4118%4.56
$11.00$11.50$12.00Nov 13$0.14$0.3622%2.57
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.50$10.00$10.50Oct 30$0.08$0.4291%5.25
$10.00$10.50$11.00Oct 30$0.10$0.4045%4.00
$9.00$9.50$10.00Nov 13$0.05$0.4518%9.00
$10.50$11.00$11.50Nov 13$0.06$0.4422%7.33
$8.50$9.00$9.50Nov 20$0.07$0.4313%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $-0.18, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.00$9.501:2Oct 30-$0.18$0.32
$8.50$9.001:2Oct 30-$0.40$0.10
$11.00$11.501:2Nov 6-$0.11$0.39
$10.00$10.501:2Nov 6-$0.23$0.27
$11.50$12.001:2Nov 6-$0.09$0.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$11.001:2Nov 6-$0.61$0.39
$10.50$10.001:2Nov 13-$0.23$0.27
$10.00$9.501:2Nov 20-$0.20$0.30
$9.50$9.001:2Nov 6-$0.14$0.36
$9.00$8.501:2Nov 13-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 6.94%, avg 3.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$10.50Nov 20$0.700.494.2%6.94%11.11%--101
$11.50Nov 20$0.390.3414.1%3.87%17.96%196
$12.00Nov 20$0.320.2819.1%3.17%22.22%263.2K
$11.00Dec 4$0.400.459.1%3.97%13.10%2--
$11.00Nov 20$0.410.399.1%4.07%13.19%221.5K
$11.00Nov 13$0.360.409.1%3.57%12.70%1635
$10.50Nov 13$0.490.484.2%4.86%9.03%347
$10.50Nov 27$0.460.504.2%4.56%8.73%448
$11.00Nov 6$0.270.369.1%2.68%11.81%9970
$10.50Nov 6$0.400.434.2%3.97%8.13%134845

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 4,244
Total Puts 647
Put/Call Ratio 0.15
Net Difference 3,597

Prior's Put/Call Breakdown

Total Calls 6,753
Total Puts 1,376
Put/Call Ratio 0.20
Net Difference 5,377

Prior 7-Day Put/Call Summary

Total Calls 69,494
Total Puts 11,790
Average Put/Call Ratio 0.21
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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